CRM: Centro De Giorgi
logo sns
Stochastic Analysis, Stochastic Partial Differential Equations and Applications to Fluid Dynamics and Particle Systems

seminar: Strong Feller properties and applications to continuous N-particle systems with reflecting boundary condition

speaker: Martin Grothaus (University of Kaiserslautern)

abstract: We give a Dirichlet form approach for the construction and analysis of distorted Brownian motion with reflecting boundary condition. First, under very weak assumptions on the density of the invariant measure w.r.t the Lebesgue measure (Hamza condition), we can construct the associated conservative diffusion process for quasi all starting points. Then by using elliptic regularity results we show a strong Feller property of the corresponding semigroup. This property enables us to construct the associated conservative diffusion process for all starting points. Finally, we apply our results to continuous N-particle systems with singular interactions. Since we can show that the nodal set has capacity zero, our construction even works for dimension one.


timetable:
Tue 6 Jun, 15:25 - 15:55, Aula Mancini
<< Go back